Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47715.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46321.07 Kr¶

PnL: ---------------------------------------> -567.5 Kr¶

DD now: ---------------------------------> -1.879 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:50:37.522678'

Anic Portfolio¶

Today¶

Return: 0.849 %¶

This Week¶

Return: 0.384 %¶

Total¶

Return: 56.21 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.870000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.370000 3439.200000 62.200000 1.840000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.580000 614.780000 37.780000 6.550000 576.999999
AcadeMedia 12 2.030000 591.120000 34.120000 6.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.450000 383.700000 28.700000 8.080000 355.000000
Resurs Holding 22 4.540000 602.580000 28.580000 4.980000 573.999998
Boozt 12 3.400000 1680.000000 26.000000 1.570000 1653.999996
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
HMS Networks 2 -0.580000 682.400000 9.400000 1.400000 673.000000
Intrum 4 -0.190000 535.200000 8.200000 1.560000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Karnov Group 9 4.350000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 0.980000 535.200000 3.200000 0.600000 532.000000
Swedbank A 3 0.720000 567.000000 3.000000 0.530000 564.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Essity B 2 0.810000 575.800000 1.800000 0.310000 574.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.260000 565.200000 -4.800000 -0.840000 570.000000
Nordea Bank Abp 29 0.800000 3448.100000 -5.900000 -0.170000 3453.999992
CTEK 13 1.530000 525.330000 -8.670000 -1.620000 533.999999
Midsona B 63 2.070000 559.440000 -23.560000 -4.040000 582.999984
International Petroleum Corp. 5 0.740000 542.500000 -52.070000 -8.760000 594.565215
Vivesto 1368 -0.490000 555.960000 -57.040000 -9.310000 612.999432
Axfood 13 0.390000 3655.600000 -100.400000 -2.670000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46321.070000 -567.500000 -1.8793% 46888.564618

Updated:¶

'2023-01-20 16:50:50.206255'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶